We consider a d-dimensional stochastic differential equation with additive noise and a drift coefficient which is assumed only to be a bounded Borel function. We show that, for almost all choices of the driving Brownian path, the equation has a unique solution.
Existence, uniqueness and approximation of solutions of SDEs with superlinear coefficients in the presence of discontinuities of the drift coefficient
Large deviations for the squared radial Ornstein-Uhlenbeck process
Uniqueness of Solutions for Certain Markovian Backward Stochastic Differential Equations
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